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Thank you!

I put in on replay - sooooo many trades. Slippage and commissions will dry you quick with this one. It is in the market all the time. Does anyone know what initiates the trades ? Perhaps it can be tweaked.

Thanks again for sharing !!

 

Slippage isn't an issue. Trades are Limit. commissions are an issue, however.

 

You can't let this run all day, so adjust the times frame inputs. Better yet, have a reasonable daily profit and loss and input that.

 

In my opinion, this is a MickeyMouse strategy. It uses an EMA, SMA, and DonchianChannel with $100 targets and huge stops. Probably no better than NT default MA Crossover strats. The educated files are .cs, so have fun making changes to your hearts content.

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Yea ridiculous. But has anybody back tested the strategy on historical data for over a couple of years at least. And what is its logic anyways ? the website simply has back tests under a year which can be typically seen as optimized results.

 

You have the source code. The logic for entries and exits is in there and it's less than 10 lines of code. You can also enable the strategy to backtest through the code.

 

BTW, I've been running these strategies after the RTH market closes with a mere $200 a day profit and haven't had a losing day since. Two trades and the strategy stops. This works well when the market is moving slowly without direction as is typical after hours. In a strong trend, it performs poorly.

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Started Ivory, Khaki, and Slate this morning. So far, Ivory and Slate hit the daily $200 target (1 contract) and Khaki is + $100. This back-n-fill choppy action is well suited to these strategies which is sort of nice, because the markets spend about 75% of their time dong this.

 

Set a reasonable target, take your money and then quit trading for that session or day.

 

http://www.sendspace.com/file/s3qq57

Edited by yamantaka
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